Every month I compile a list of the major funds in the trend following space to see how they perform, if they are correlated to each other, etc:...
Hey Nazzdaq, I was not really trying to test the validity/profitability of a Moving Average Crossover system (as what you described is true...)...
I just ran a test using the Moving Median indicator instead of the Moving Average indicator for a Crossover system. The idea was to use the...
Just finished the book and in all honesty it was not bad at all as an introduction/refresher into "classical stats" The format makes it much...
this one: Cartoon Guide to Statistics ...and the first page I open, first sentence I read to browse through it says... [...]this explains...
v. strange the link does not work for me whether I click it or copy the traget location in the url bar of the browser - I just get the "The topic...
I would tend to disagree with this. I dont think Win rate % is the best measure of an edge - otherwise we would all be writing options, wouldn't...
wow.. lengthy and interesting thread (had stopped following it after it started going "off-track") - not sure it helps clarify the situation on...
This is exactly my point of view too: markets change and fat tails ensure trend following is a succesful strategy http://bit.ly/6bsiS This is...
I have scoured the internet - including this forum - to find which platform I should use.. and I must say it is pretty confusing with the plethora...
I found that page on the AmiBroker website which explains part of how they do it: http://amibroker.com/guide/h_understandafl.html
Sam, I agree that speed is not the main aspect of a platform, however, as an example, if I want to calculate the e-ratio over 200 days of 100...
LOL - love your metaphor! I actually own TradersStudio 2.5 too and have just discovered AmiBroker, which appears much better (at least...
I recently started using AmiBroker and realised how fast it was compared to my other back-testing platform (TradersStudio). I decided to stage...
Michael, I was probably victim of using rhetorical exaggeration to express the point that there seems to be a lot of forum posts in the flavour of...
Does the world _have_ to be divided in a Covel v. Faith fashion (it seems that way from most comments directed at either of them) - Michael,...
not sure exactly when but for some discretionary trades they have been shown as executed on ISLAND when I used smart routing from IB
I will not put them all on here but I follow quite a few and my favourites are on my blogroll there: http://www.automated-trading-system.com/...
looks like it since my other thread has gone - with the initial message: I was wondering who uses the e-ratio in their strategy research and...
Not sure how to handle this but I would like to start a thread that is relevant to 2 forums... I have started a thread discussing the edge...
Separate names with a comma.